+1,751.5%
CLS vs RBA
+236.6%
+1,514.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.4% | +5.5% | +7.0% |
| 7D | -10.6% | +2.5% | -13.1% | -11.4% |
| 30D | -38.4% | +11.6% | -50.0% | -41.1% |
| 3M | -29.9% | +1.5% | -31.4% | -30.9% |
| 6M | -40.6% | -6.6% | -34.0% | -40.3% |
| YTD | -24.6% | -6.3% | -18.3% | -24.3% |
| 1Y | -30.8% | -4.0% | -26.8% | -31.0% |
| 3Y | +811.7% | +47.3% | +764.5% | +660.9% |
| 5Y | +1,838.4% | +47.7% | +1,790.8% | +1,475.2% |
| 10Y | +1,751.5% | +224.7% | +1,526.8% | +939.7% |
| All | +1,751.5% | +236.6% | +1,514.9% | +939.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling